Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.688 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51573.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48374.35 Kr¶

PnL: ---------------------------------------> -713.22 Kr¶

DD now: ---------------------------------> -0.714 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:08:54.874865'

Anic Portfolio¶

This Week¶

Return: 8.534 %¶

Total¶

Return: 68.871 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.530000 770.000000 97.000000 14.410000 673.000000
Nordea Bank Abp 29 -0.150000 3529.880000 75.880000 2.200000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.140000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Swedbank A 3 2.230000 604.200000 40.200000 7.130000 564.000000
AcadeMedia 12 0.200000 595.680000 38.680000 6.940000 557.000004
Resurs Holding 22 0.580000 612.480000 38.480000 6.700000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.080000 382.800000 27.800000 7.830000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Fasadgruppen Group 38 0.920000 4149.600000 8.600000 0.210000 4140.999992
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Securitas B 6 -1.450000 570.720000 0.720000 0.130000 570.000000
Corem Property Group B 59 -0.760000 577.020000 0.020000 0.000000 576.999999
Handelsbanken A 5 0.410000 545.500000 -0.500000 -0.090000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -0.950000 544.800000 -29.200000 -5.090000 574.000000
CTEK 13 -2.000000 496.340000 -37.660000 -7.050000 533.999999
International Petroleum Corp. 5 -3.240000 552.000000 -42.570000 -7.160000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -2.410000 554.040000 -58.960000 -9.620000 612.999432
Beijer Electronics Group 27 -1.780000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 -0.370000 1775.400000 -213.600000 -10.740000 1989.000002
Axfood 15 -0.040000 4044.000000 -256.000000 -5.950000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48384.280000 -703.290000 -0.69505% 49087.564636

Updated:¶

'2023-01-31 14:08:13.697781'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶